Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 5.97% | 0.16 CHF | 0.17 CHF | 325'000 | 325'000 | 319'256 | 319'256 | 51'844 CHF | 55'036 CHF | 99.38% | 99.38% |
19.11.2024 | 6.23% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 337'788 | 337'784 | 52'518 CHF | 55'896 CHF | 91.05% | 91.05% |
18.11.2024 | 5.88% | 0.15 CHF | 0.16 CHF | 350'000 | 350'000 | 315'807 | 315'807 | 52'102 CHF | 55'260 CHF | 99.28% | 99.28% |
15.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 252'851 | 252'851 | 50'564 CHF | 53'092 CHF | 99.39% | 99.39% |
14.11.2024 | 5.16% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 273'967 | 273'967 | 51'709 CHF | 54'448 CHF | 99.35% | 99.35% |
13.11.2024 | 5.20% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 278'985 | 278'985 | 52'188 CHF | 54'978 CHF | 99.38% | 99.38% |
12.11.2024 | 4.88% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 251'580 | 251'579 | 50'274 CHF | 52'790 CHF | 99.05% | 99.05% |
11.11.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 225'782 | 225'782 | 52'883 CHF | 55'141 CHF | 99.29% | 99.29% |
08.11.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 238'940 | 238'940 | 53'024 CHF | 55'413 CHF | 99.38% | 99.38% |
07.11.2024 | 5.26% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 280'774 | 280'775 | 51'986 CHF | 54'793 CHF | 99.27% | 99.27% |